ANNEX XIII

Investor report template – Asset backed commercial paper securitisation

FIELD CODE

FIELD NAME

FORMAT

Programme information section

IVAS1

Unique Identifier - ABCP Programme

{ALPHANUM-28}

IVAS2

Data Cut-Off Date

{DATEFORMAT}

IVAS3

Reporting Entity Name

{ALPHANUM-100}

IVAS4

Reporting Entity Contact Person

{ALPHANUM-256}

IVAS5

Reporting Entity Contact Telephone

{TELEPHONE}

IVAS6

Reporting Entity Contact Emails

{ALPHANUM-256}

IVAS7

Trigger Measurements/Ratios

{Y/N}

IVAS8

Non-Compliant Exposures

{MONETARY}

IVAS9

Weighted Average Life

{INTEGER-9999}

IVAS10

Risk Retention Method

{LIST}

IVAS11

Risk Retention Holder

{LIST}

Transaction information section

IVAN1

Unique Identifier - ABCP Programme

{ALPHANUM-28}

IVAN2

Unique Identifier -€” ABCP Transaction

{ALPHANUM-36}

IVAN3

Data Cut-Off Date

{DATEFORMAT}

IVAN4

SIC Industry Code

{SIC}

IVAN5

Risk Retention Method

{LIST}

IVAN6

Risk Retention Holder

{LIST}

IVAN7

Weighted Average Life

{INTEGER-9999}

Tests/Events/Triggers information section

IVAR1

Unique Identifier -€” ABCP Transaction

{ALPHANUM-36}

IVAR2

Original Test/Event/Trigger Identifier

{ALPHANUM-1000}

IVAR3

New Test/Event/Trigger Identifier

{ALPHANUM-1000}

IVAR4

Description

{ALPHANUM-100000}

IVAR5

Status

{Y/N}

IVAR6

Consequence for Breach

{LIST}